NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.053 |
4.051 |
-0.002 |
0.0% |
3.866 |
High |
4.076 |
4.065 |
-0.011 |
-0.3% |
3.995 |
Low |
4.027 |
3.996 |
-0.031 |
-0.8% |
3.846 |
Close |
4.054 |
4.033 |
-0.021 |
-0.5% |
3.989 |
Range |
0.049 |
0.069 |
0.020 |
40.8% |
0.149 |
ATR |
0.085 |
0.084 |
-0.001 |
-1.4% |
0.000 |
Volume |
32,997 |
39,465 |
6,468 |
19.6% |
132,012 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.238 |
4.205 |
4.071 |
|
R3 |
4.169 |
4.136 |
4.052 |
|
R2 |
4.100 |
4.100 |
4.046 |
|
R1 |
4.067 |
4.067 |
4.039 |
4.049 |
PP |
4.031 |
4.031 |
4.031 |
4.023 |
S1 |
3.998 |
3.998 |
4.027 |
3.980 |
S2 |
3.962 |
3.962 |
4.020 |
|
S3 |
3.893 |
3.929 |
4.014 |
|
S4 |
3.824 |
3.860 |
3.995 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.390 |
4.339 |
4.071 |
|
R3 |
4.241 |
4.190 |
4.030 |
|
R2 |
4.092 |
4.092 |
4.016 |
|
R1 |
4.041 |
4.041 |
4.003 |
4.067 |
PP |
3.943 |
3.943 |
3.943 |
3.956 |
S1 |
3.892 |
3.892 |
3.975 |
3.918 |
S2 |
3.794 |
3.794 |
3.962 |
|
S3 |
3.645 |
3.743 |
3.948 |
|
S4 |
3.496 |
3.594 |
3.907 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.076 |
3.855 |
0.221 |
5.5% |
0.085 |
2.1% |
81% |
False |
False |
33,878 |
10 |
4.076 |
3.846 |
0.230 |
5.7% |
0.086 |
2.1% |
81% |
False |
False |
29,990 |
20 |
4.076 |
3.846 |
0.230 |
5.7% |
0.080 |
2.0% |
81% |
False |
False |
27,141 |
40 |
4.094 |
3.565 |
0.529 |
13.1% |
0.079 |
2.0% |
88% |
False |
False |
25,841 |
60 |
4.137 |
3.565 |
0.572 |
14.2% |
0.086 |
2.1% |
82% |
False |
False |
23,545 |
80 |
4.665 |
3.565 |
1.100 |
27.3% |
0.087 |
2.1% |
43% |
False |
False |
22,121 |
100 |
4.825 |
3.565 |
1.260 |
31.2% |
0.090 |
2.2% |
37% |
False |
False |
21,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.358 |
2.618 |
4.246 |
1.618 |
4.177 |
1.000 |
4.134 |
0.618 |
4.108 |
HIGH |
4.065 |
0.618 |
4.039 |
0.500 |
4.031 |
0.382 |
4.022 |
LOW |
3.996 |
0.618 |
3.953 |
1.000 |
3.927 |
1.618 |
3.884 |
2.618 |
3.815 |
4.250 |
3.703 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.032 |
4.024 |
PP |
4.031 |
4.015 |
S1 |
4.031 |
4.006 |
|